-42.4%
NIO vs MTCH
-16.4%
-26.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -0.9% |
| 7D | -13.0% | +0.7% | -13.7% | -13.4% |
| 30D | -18.3% | +9.7% | -28.0% | -22.2% |
| 3M | -33.2% | +21.1% | -54.3% | -39.9% |
| 6M | -21.5% | +37.5% | -59.0% | -34.2% |
| YTD | -25.5% | +31.9% | -57.4% | -36.9% |
| 1Y | -38.0% | +14.6% | -52.6% | -43.8% |
| 3Y | -65.5% | -6.2% | -59.3% | -67.1% |
| 5Y | -90.6% | -70.6% | -20.0% | -84.8% |
| All | -42.4% | -16.4% | -26.0% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling